using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class StandardizeIndicatorTests { [Fact] public void StandardizeIndicator_Constructor_SetsDefaults() { var indicator = new StandardizeIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(20, indicator.Period); Assert.True(indicator.ShowColdValues); Assert.Equal("STANDARDIZE - Z-Score Normalization", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void StandardizeIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new StandardizeIndicator { Period = 30 }; Assert.Equal(30, indicator.MinHistoryDepths); } [Fact] public void StandardizeIndicator_ShortName_IncludesPeriod() { var indicator = new StandardizeIndicator { Period = 10 }; Assert.Equal("STND(10)", indicator.ShortName); } [Fact] public void StandardizeIndicator_Initialize_CreatesLineSeries() { var indicator = new StandardizeIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); Assert.Equal("Z-Score", indicator.LinesSeries[0].Name); } [Fact] public void StandardizeIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new StandardizeIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 10, 15, 5, 10); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Single bar: not enough data for stdev, expect 0 Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void StandardizeIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new StandardizeIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with varying close values: 2, 4, 6 indicator.HistoricalData.AddBar(now, 2, 3, 1, 2); indicator.HistoricalData.AddBar(now.AddMinutes(1), 4, 5, 3, 4); indicator.HistoricalData.AddBar(now.AddMinutes(2), 6, 7, 5, 6); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(3, indicator.LinesSeries[0].Count); // Last value should be finite (indicator is computing z-score) double lastValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(lastValue), $"Z-score should be finite, got {lastValue}"); } [Fact] public void StandardizeIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new StandardizeIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 10, 15, 5, 10); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void StandardizeIndicator_OutputIsFinite() { var indicator = new StandardizeIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add various bars for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), i * 10, i * 10 + 5, i * 10 - 5, i * 10); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // All z-score values should be finite for (int i = 0; i < indicator.LinesSeries[0].Count; i++) { double val = indicator.LinesSeries[0].GetValue(i); Assert.True(double.IsFinite(val), $"Value {val} at index {i} is not finite"); } } [Fact] public void StandardizeIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3, }; foreach (var source in sources) { var indicator = new StandardizeIndicator { Source = source, Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 10 + i, 20 + i, 5 + i, 15 + i); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(5, indicator.LinesSeries[0].Count); double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), $"Source {source}: value {val} is not finite"); } } [Fact] public void StandardizeIndicator_DifferentPeriods_Work() { var periods = new[] { 2, 5, 14, 50, 100 }; foreach (var period in periods) { var indicator = new StandardizeIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < period + 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), i, i + 1, i - 1, i); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(period + 5, indicator.LinesSeries[0].Count); } } [Fact] public void StandardizeIndicator_MeanValue_ReturnsZero() { var indicator = new StandardizeIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Create symmetric pattern around 50 indicator.HistoricalData.AddBar(now, 30, 35, 25, 30); indicator.HistoricalData.AddBar(now.AddMinutes(1), 40, 45, 35, 40); indicator.HistoricalData.AddBar(now.AddMinutes(2), 60, 65, 55, 60); indicator.HistoricalData.AddBar(now.AddMinutes(3), 70, 75, 65, 70); indicator.HistoricalData.AddBar(now.AddMinutes(4), 50, 55, 45, 50); // Mean indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // Last value = 50 = mean of [30, 40, 60, 70, 50] = 250/5 = 50 // Z-score should be 0 Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void StandardizeIndicator_FlatData_ReturnsZero() { var indicator = new StandardizeIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // All same close values indicator.HistoricalData.AddBar(now, 100, 105, 95, 100); indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 105, 95, 100); indicator.HistoricalData.AddBar(now.AddMinutes(2), 100, 105, 95, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // Flat data: stdev = 0, should return 0 Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); } }